Number of items: 34.
2020
Burnside, A. C. and Graveline, J. J.
(2020)
On the asset market view of exchange rates.
Review of Financial Studies, 33(1),
pp. 239-260.
(doi: 10.1093/rfs/hhz049)
2016
Burnside, C. , Eichenbaum, M. and Rebelo, S.
(2016)
Understanding booms and busts in housing markets.
Journal of Political Economy, 124(4),
pp. 1088-1147.
(doi: 10.1086/686732)
Burnside, C.
(2016)
Identification and inference in linear stochastic discount factor models with excess returns.
Journal of Financial Econometrics, 14(2),
pp. 295-330.
(doi: 10.1093/jjfinec/nbv018)
2013
Burnside, C.
(2013)
New Zealand's risk premium.
New Zealand Economic Papers, 47(1),
pp. 27-52.
(doi: 10.1080/00779954.2012.721690)
2012
Burnside, A. C. and Graveline, J.
(2012)
On the Asset Market View of Exchange Rates.
NBER Working Paper Series,
18646.
(doi: 10.3386/w18646)
Burnside, C.
(2012)
Carry trades and risk.
In: Sarno, L., James, J. and Marsh, I.W. (eds.)
Handbook of Exchange Rates.
Series: Wiley handbooks in financial engineering and econometrics.
Wiley.
ISBN 9780470768839
2011
Burnside, C.
(2011)
The cross section of foreign currency risk premia and consumption growth risk: comment.
American Economic Review, 101(7),
pp. 3456-3476.
(doi: 10.1257/aer.101.7.3456)
Burnside, C. , Eichenbaum, M. and Rebelo, S.
(2011)
Carry trade and momentum in currency markets.
Annual Review of Financial Economics, 3(1),
pp. 511-535.
(doi: 10.1146/annurev-financial-102710-144913)
Burnside, C. , Han, B., Hirshleifer, D. and Wang, T.Y.
(2011)
Investor overconfidence and the forward premium puzzle.
Review of Economic Studies, 78(2),
pp. 523-558.
(doi: 10.1093/restud/rdq013)
Burnside, C. , Eichenbaum, M., Kleshchelski, I. and Rebelo, S.
(2011)
Do peso problems explain the returns to the carry trade?
Review of Financial Studies, 24(3),
pp. 853-891.
(doi: 10.1093/rfs/hhq138)
2009
Burnside, C. , Eichenbaum, M. and Rebelo, S.
(2009)
Understanding the forward premium puzzle: a microstructure approach.
American Economic Journal: Macroeconomics, 1(2),
pp. 127-154.
(doi: 10.1257/mac.1.2.127)
Burnside, C.
(2009)
Comment on "Carry trades and currency crashes".
In: Acemoglu, D., Rogoff, K. and Woodford, M. (eds.)
NBER Macroeconomics Annual 2008.
University of Chicago Press, pp. 349-359.
2008
Burnside, C. , Eichenbaum, M. and Rebelo, S.
(2008)
Carry trade: the gains of diversification.
Journal of the European Economic Association, 6(2-3),
pp. 581-588.
(doi: 10.1162/JEEA.2008.6.2-3.581)
2007
Burnside, C. , Eichenbaum, M. and Rebelo, S.
(2007)
The returns to currency speculation in emerging markets.
American Economic Review, 97(2),
pp. 333-338.
(doi: 10.1257/aer.97.2.333)
2006
Burnside, C. , Eichenbaum, M. and Rebelo, S.
(2006)
Government finance in the wake of currency crises.
Journal of Monetary Economics, 53(3),
pp. 401-440.
(doi: 10.1016/j.jmoneco.2005.03.012)
2005
Burnside, C. and Fanizza, D.
(2005)
Hiccups for HIPCs? Implications of debt relief for fiscal sustainability and monetary policy.
Contributions to Macroeconomics, 5(1),
pp. 1-37.
(doi: 10.2202/1534-6005.1133)
2004
Burnside, C. , Eichenbaum, M. and Rebelo, S.
(2004)
Government guarantees and self-fulfilling speculative attacks.
Journal of Economic Theory, 119(1),
pp. 31-63.
(doi: 10.1016/j.jet.2003.06.002)
Burnside, C. and Dollar, D.
(2004)
Aid, policies, and growth: reply.
American Economic Review, 94(3),
pp. 781-784.
(doi: 10.1257/0002828041464524)
Burnside, C. , Eichenbaum, M. and Fisher, J.
(2004)
Fiscal shocks and their consequences.
Journal of Economic Theory, 115(1),
pp. 89-117.
(doi: 10.1016/S0022-0531(03)00252-7)
Burnside, C.
(2004)
Currency crises and contingent liabilities.
Journal of International Economics, 62(1),
pp. 25-52.
(doi: 10.1016/j.jinteco.2003.07.003)
2002
Burnside, C.
(2002)
On contingent liabilities and the likelihood of fiscal crises.
Comparative Economic Studies, 44(1),
pp. 1-14.
(doi: 10.1057/ces.2002.2)
2001
Burnside, C. , Eichenbaum, M. and Rebelo, S.
(2001)
Prospective deficits and the Asian currency crisis.
Journal of Political Economy, 109(6),
pp. 1155-1197.
(doi: 10.1086/323271)
Burnside, C.
(2001)
Hedging and financial fragility in fixed exchange rate regimes.
European Economic Review, 45(7),
pp. 1151-1193.
(doi: 10.1016/S0014-2921(01)00090-3)
2000
Burnside, C. and Dollar, D.
(2000)
Aid, policies, and growth.
American Economic Review, 90(4),
pp. 847-868.
(doi: 10.1257/aer.90.4.847)
1998
Burnside, C.
(1998)
Detrending and business cycle facts: a comment.
Journal of Monetary Economics, 41(3),
pp. 513-532.
(doi: 10.1016/S0304-3932(98)00007-5)
Burnside, C.
(1998)
Solving asset pricing models with Gaussian shocks.
Journal of Economic Dynamics and Control, 22(3),
pp. 329-340.
(doi: 10.1016/S0165-1889(97)00075-4)
1996
Burnside, C.
(1996)
Sectoral Solow residuals.
European Economic Review, 40(3-5),
pp. 861-869.
(doi: 10.1016/0014-2921(95)00095-X)
Burnside, C.
(1996)
Industry innovation: where and why - a comment.
Carnegie-Rochester Conference Series on Public Policy, 44,
pp. 151-167.
(doi: 10.1016/S0167-2231(96)90009-3)
Burnside, C.
(1996)
Production function regressions, returns to scale, and externalities.
Journal of Monetary Economics, 37(2),
pp. 177-201.
(doi: 10.1016/S0304-3932(96)90033-1)
Burnside, C. and Eichenbaum, M.
(1996)
Factor-hoarding and the propagation of business-cycle shocks.
American Economic Review, 86(5),
pp. 1154-1174.
Burnside, C. and Eichenbaum, M.
(1996)
Small-sample properties of GMM-based Wald tests.
Journal of Business and Economic Statistics, 14(3),
pp. 294-308.
(doi: 10.2307/1392444)
1994
Burnside, C.
(1994)
Hansen-Jagannathan bounds as classical tests of asset-pricing models.
Journal of Business and Economic Statistics, 12(1),
pp. 57-79.
(doi: 10.2307/1391924)
1993
Burnside, C.
(1993)
Consistency of a method of moments estimator based on numerical solutions to asset pricing models.
Econometric Theory, 9(4),
pp. 602-632.
(doi: 10.1017/S0266466600008008)
Burnside, C. , Eichenbaum, M. and Rebelo, S.
(1993)
Labor hoarding and the business cycle.
Journal of Political Economy, 101(2),
pp. 245-273.
This list was generated on Mon Dec 9 06:53:13 2024 GMT.